PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,963 COMMITMENTS 25 100 0 42,646 42,274 42,671 42,374 3,292 3,589 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 240) 0 0 0 180 180 180 180 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.0 92.8 92.0 92.8 92.2 7.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 17 21 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,757 COMMITMENTS 25 100 0 36,592 35,975 36,617 36,075 3,140 3,682 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.0 92.0 90.5 92.1 90.7 7.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 20 16 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,395 COMMITMENTS 25 11,385 675 20,455 10,030 21,155 22,090 2,240 1,305 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 50) 0 150 0 50 -100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 48.7 2.9 87.4 42.9 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 2 16 14 18 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,075 COMMITMENTS 0 10,730 475 19,405 9,465 19,880 20,670 2,195 1,405 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 200) 0 0 0 175 175 175 175 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 48.6 2.2 87.9 42.9 90.1 93.6 9.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 15 12 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,273 COMMITMENTS 5,280 0 495 16,314 21,594 22,089 22,089 1,184 1,184 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,280) 0 0 0 1,280 1,280 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 0.0 2.1 70.1 92.8 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 15 8 19 9 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,376 COMMITMENTS 5,025 0 330 14,074 19,084 19,429 19,414 947 962 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,250) 0 0 0 1,175 1,175 1,175 1,175 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 0.0 1.6 69.1 93.7 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 16 9 19 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,142 COMMITMENTS 150 13,107 0 31,295 18,860 31,445 31,967 697 175 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 40.8 0.0 97.4 58.7 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 15 13 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,265 COMMITMENTS 0 11,015 0 25,600 15,095 25,600 26,110 665 155 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.9 0.0 97.5 57.5 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 10 14 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,810 COMMITMENTS 2,970 1,135 795 25,140 26,955 28,905 28,885 905 925 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 375) 50 400 0 300 -50 350 350 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.8 2.7 84.3 90.4 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 16 12 18 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,755 COMMITMENTS 0 3,240 420 26,405 23,120 26,825 26,780 1,930 1,975 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 250) 0 300 0 250 -50 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.3 1.5 91.8 80.4 93.3 93.1 6.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 14 12 15 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,042 COMMITMENTS 23,795 1,965 492 84,591 106,421 108,878 108,878 6,164 6,164 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,585) 250 900 240 1,200 550 1,690 1,690 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 1.7 0.4 73.5 92.5 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 4 23 29 29 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,011 COMMITMENTS 26,130 165 150 74,336 100,301 100,616 100,616 5,395 5,395 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 820) 300 0 0 395 695 695 695 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 0.2 0.1 70.1 94.6 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 20 30 25 31 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,615 COMMITMENTS 600 300 0 14,835 15,075 15,435 15,375 180 240 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 200) 600 0 0 -430 170 170 170 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.9 0.0 95.0 96.5 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 13 17 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,925 COMMITMENTS 50 1,600 125 25,940 24,400 26,115 26,125 1,810 1,800 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.7 0.4 92.9 87.4 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 19 19 21 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,875 COMMITMENTS 0 400 125 20,820 20,405 20,945 20,930 930 945 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 300 300 300 300 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.6 95.2 93.3 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 16 18 17 19 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,160 COMMITMENTS 150 25 0 15,310 15,595 15,460 15,620 700 540 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 0.0 94.7 96.5 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 16 10 18 11
Updated May 27, 2016